Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
classification
🧮 math.SP
math.PR
keywords
asymptoticsdegenerategaussianmeasuresprocessesself-similarsmallball
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We find the logarithmic small ball asymptotics for the $L_2$-norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated counterparts.
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